Shen can be interrupted while channeling his ultimate, preventing him to teleport to his ally. Try laning against him with a champion with a disable.
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361

If playing against a Shen after level 6, always be cautious of fighting because the Shen will make a 1v1 become a 1v2, or 2v2 become a 2v3.
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320

Try to juke Shen's taunt. This will give him a harder time to stick onto his targets.Report

221

Do NOT attempt to hit his turret or him when he's under his turret(Even when he's low), he is most likely baiting you into a taunt, shield, flash(and possibly ignite), Vorpal combo. (Does not apply so much to Tryndamere, his ult is OP)Report

Active: Shen throws a sword at an enemy, dealing magic damage. The enemy is life-tapped for 5 seconds; allied champions that damage a life-tapped enemy are healed over 3 seconds, with the duration refreshed upon subsequent damaging. If Vorpal Blade kills a target, Shen is healed for 33% of the normal amount over 1 second.Range: 475Cost: 60 energy

Active: Shen begins channeling for 3 seconds, immediately shielding an allied champion for up to 5 seconds or until it is destroyed. If the channel completes and the target is still alive, Shen teleports to the targets location.No Cost : Range: Global